Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher, Algorithmic Trader and former Portfolio Manager at Capital Theory Investment Management, LLC, a CTA based in Austin, Texas (USA), where I developed and ran automated algorithmic trading strategies for the US Futures and Options markets. 

My work is focused on the statistical study of the "persistence of trends" and "mean reversion" effects in global Equities, Futures, Indexes, Bonds and FX Spot markets. I make extensive use of probabilistic Bayesian models to predict short-term (1 day to few weeks) trend reversals.

I do not use any AI/machine learning processes in my work: all models and algorithms are built by humans. This approach is very labour-intensive but produces forecasts that have a clearly understandable/explainable rationale (no black-boxes).

My proprietary models can be accessed directly at www.qantrading.com

Quantitative Researcher

Bitcoin: HOW TO LOSE MONEY IN A BULL MARKET!!

US Market: WALK TO THE EXIT NOW BEFORE EVERYONE STARTS RUNNING!

The Dollar Is Smiling But It's Not Happy :(

MRM Research

Quantitative Research

Equity Derivatives

IShares Bitcoin Trust ETF / Equity Derivatives

<ul>
<li>Bitcoin has been selling off since early October 2025 and reached a -35% loss around November 20, then bounced back, the rally is currently ongoing.</li>
<li>Our focus is always short-term and in this insight we will try to analyze how far the current BTC-USD spot rally can go before a new sell-off begins.</li>
<li>The alternate hypothesis is that the current downturn is merely a sharp, tactical correction within a larger secular bull market. Under this interpretation, the pullback could be a buying opportunity.</li>
</ul>


Bitcoin has been selling off since early October 2025 and reached a -35% loss around November 20, then bounced back, the rally is currently ongoing.
Our focus is always short-term and in this insight we will try to analyze how far the current BTC-USD spot rally can go before a new sell-off begins.
The alternate hypothesis is that the current downturn is merely a sharp, tactical correction within a larger secular bull market. Under this interpretation, the pullback could be a buying opportunity.


Bitcoin Tactical Outlook After The -35% Drop